Observation:
2024-04-19: 5.1708 (+ more) Updated: Apr 23, 2024 2:03 PM CDT2024-04-19: | 5.1708 | |
2024-04-18: | 5.1809 | |
2024-04-17: | 5.1512 | |
2024-04-16: | 5.1974 | |
2024-04-15: | 5.1435 | |
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Units:
Percent,Frequency:
DailyData in this graph are copyrighted. Please review the copyright information in the series notes before sharing.
Source: Board of Governors of the Federal Reserve System (US)
Units: Percent, Not Seasonally Adjusted
Frequency: Daily
Kim and Wright (2005) produced this data by fitting a simple three-factor arbitrage-free term structure model to U.S. Treasury yields since 1990, in order to evaluate the behavior of long-term yields, distant-horizon forward rates, and term premiums. For the full paper, please go to http://www.federalreserve.gov/pubs/feds/2005/200533/200533abs.html
Board of Governors of the Federal Reserve System (US), Fitted Instantaneous Forward Rate 10 Years Hence [THREEFF10], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/THREEFF10, April 24, 2024.